+1,725.8%
WFC vs DGX
+8,794.8%
-7,069.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +1.9% |
| 7D | +0.4% | -2.2% | +2.7% | +1.1% |
| 30D | +2.5% | -0.9% | +3.4% | +2.7% |
| 3M | +10.0% | +15.6% | -5.6% | +4.9% |
| 6M | +15.1% | +17.8% | -2.7% | +9.0% |
| YTD | -2.2% | +37.5% | -39.7% | -12.1% |
| 1Y | +13.5% | +31.2% | -17.7% | +3.4% |
| 3Y | +135.2% | +96.6% | +38.6% | +86.6% |
| 5Y | +128.3% | +64.9% | +63.4% | +89.6% |
| 10Y | +142.4% | +254.6% | -112.2% | +55.7% |
| All | +1,725.8% | +8,794.8% | -7,069.0% | +498.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling